QP extension to SMPS reader

[kibaekkim]

We first need to know whether or not Smi can read files for QP. We can create a small SMIQP problem instance in SMPS format and have SMI to read and solve it.

This requires the OSI interface #56.

[kibaekkim]

From @cheesecakeball:

I have some doubts about whether Smi can read mps with quadratic objective. I think they forget to implement the function to read mps with quadratic objective (even though they have the data structure for the quadratic objective). I posted this issue (coin-or/Smi#4) on Github.

[kibaekkim]

@cheesecakeball Is this task still active?

[kibaekkim]

@cheesecakeball I will close this for now. You can reopen this later.

[kibaekkim]

@cheesecakeball I believe that Smi can be used for stochastic MIQP with fixed (i.e., deterministic) quadratic objective. Can you confirm that with some tests? If that is true, please add some tests with SMPS files.

FYI, to support random quadratic objective, .sto format needs to be extended. This would be a nice feature to implement for future.